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math.OC2025
Modified Polyhedral Method to Elicit Shape-Free Utility and Reduction of Conservatism in Robust Optimization
Sainan Zhang, Shaoyan Guo, Melvyn Sim +1
In this paper, we propose a modified polyhedral method to elicit a decision maker's (DM's) nonlinear univariate utility function without explicit knowledge of its shape, Lipschitz…
math.OC2020★ 1 cited
Statistical Robustness of Empirical Risks in Machine Learning
Shaoyan Guo, Huifu Xu, Liwei Zhang
This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do…
math.OC2017
Continuous Behavioural Function Equilibria and Approximation Schemes in Bayesian Games with Non-Finite Type and Action Spaces
Shaoyan Guo, Huifu Xu, Liwei Zhang
Meirowitz [17] showed existence of continuous behavioural function equilibria for Bayesian games with non-finite type and action spaces. A key condition for the proof of the existe…